The "employee mentality" as you put it has a lot of upsides. You get paid every month. You don't have to worry all the time about making payroll. Your day starts at 9, and ends at 5, what happens outside those hours is not your problem.
When it all goes tits-up, you just walk away. No responsibilities, no debt. Polish your resume, blame the result on "bad management" and move on to the next gig. Want to go to another country? - quit your job, and buy a ticket. No responsibilities, no debt, no nothing. Just pack your desk and walk away.
By contrast a small business employer (or a one-man-shop) doesn't get to go on vacation, answers the phone day and night, hustles each month just to keep the lights on, risks all their time and assets on uncertain outcomes. They get to work, look at the parking lot, and take on responsibility to make sure all those employees are paid at the end of the month - their families and their creditors are relying on you.
Even in the good times you're the one making decisions, deciding what risks to take, when to spend, when to save. All the while your employees tell you what you're doing wrong. And complain you're getting rich off their labor. While your bank manager refuses you a loan because you're "self employed". And you get to take personal surety for company debts and leases... Oh, and when cash is tight you're first in line to get short-paid.
Who wouldn't want to be a small business owner? It's a barrel of laughs.
